-18.7%
RMBS vs LDOS
-31.1%
+12.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +5.5% |
| 7D | +3.0% | -1.3% | +4.3% | +2.8% |
| 30D | -15.5% | +10.1% | -25.6% | -15.3% |
| 3M | -11.5% | -4.7% | -6.8% | -10.8% |
| 6M | -36.5% | +5.6% | -42.1% | -35.1% |
| YTD | -7.1% | -25.1% | +18.0% | +4.4% |
| 1Y | -18.7% | -31.7% | +13.0% | -3.6% |
| All | -18.7% | -31.1% | +12.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling